This avoids the need to malloc something extra, use a semaphore, etc, and
fixes Emscripten with pthreads support, which might not spin up a web worker
until after SDL_CreateThread returns and thus can't wait on a semaphore at
this point in any case.
Fixes Bugzilla #5064.
The internal function SDL_EGL_LoadLibrary() did not delete and remove a mostly
uninitialized data structure if loading the library first failed. A later try to
use EGL then skipped initialization and assumed it was previously successful
because the data structure now already existed. This led to at least one crash
in the internal function SDL_EGL_ChooseConfig() because a NULL pointer was
dereferenced to make a call to eglBindAPI().
